Makes me want to revisit TES: IV.
A lone figure awaited at the end of the bridge a throne surrounded by cheese. It was none other than the daedric prince, Sheogorath. He's a bit of a loon as usual, but I am reminded of his dual personality. After the events of the Shivering Isles the Champion of Cyrodiil did become Sheogorath, and when that side of him manages to take control I can finally have a decent and most interesting conversation with him.
No big final fight, just a relaxing talk.
We talk for a long time about his past, our ties with the Elder Scrolls, and pretty much everything. Eventually it was time to get back to the whole cowl business so after bidding me farewell he opened a final portal to some deserted mountain in Akavir. In an unmarked urn at the shrine was the unassuming Cowl of the Gray Fox (aka the Gray cowl of Nocturnal), who is like the Batman (with more kleptomania) of this world. Basically whoever wears it, becomes the Gray Fox (regardless of race, gender, etc) which is how he manages to live for so long - because many people have been him. The magic of the cowl prevents ones true identity from ever being discovered. That's pretty cool.
There is that little caveat wherein whoever wears the cowl is erased from history for that duration, but I'm pretty sure the Champion of Cyrodiil broke that curse. Besides, I didn't come all this way to NOT put it on... There was only one thing left to do.
The Gray Fox lives!